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st: RE: lazy -ml-!


From   "Feiveson, Alan H. (JSC-SK311)" <alan.h.feiveson@nasa.gov>
To   <statalist@hsphsun2.harvard.edu>
Subject   st: RE: lazy -ml-!
Date   Thu, 9 Mar 2006 13:04:49 -0600

Stas - Have you tried changing your initial values? I believe if you
don't specify them they default to being zero. If the log likelihood
evaluated at all zeros has partials that are also zero, the procedure
may not be able to find a place to go next. 

Al Feiveson

-----Original Message-----
From: owner-statalist@hsphsun2.harvard.edu
[mailto:owner-statalist@hsphsun2.harvard.edu] On Behalf Of Stas
Kolenikov
Sent: Thursday, March 09, 2006 12:50 PM
To: statalist@hsphsun2.harvard.edu
Subject: st: lazy -ml-!

A really strange thing is happenning with my -ml- programming. I wrote
an -lf- program that passes -ml check-, however when it comes to the
real -ml max-imization, it just does not make any steps (I am checking
with -noi mat li $ML_b- in the whatever_ll.ado) -- and hence my program
returns the same value of the likelihood, and hence -ml- exits with
r(430) could not calculate numerical derivatives, flat or discontinuous
region encountered. That is absolutely weird, it does not depend on
starting values, search (which does make good steps imporving the
likelihood), it just happens that way!

Stata/SE 9.1 is up to date.

. which ml
C:\Stata9\ado\updates\m\ml.ado
*! version 6.2.6  01jul2005

. which ml_max
C:\Stata9\ado\updates\m\ml_max.ado
*! version 7.3.1  30jan2006

Has there been anything drastic in the latest updates? I just won't
venture digging into ml_max.ado code.

--
Stas Kolenikov
http://stas.kolenikov.name

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